Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ConstantOptionletVolatility

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.OptionletVolatilityStructure

org.quantlib.ConstantOptionletVolatility

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ConstantOptionletVolatility
extends OptionletVolatilityStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ConstantOptionletVolatility(long cPtr, boolean cMemoryOwn)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(ConstantOptionletVolatility obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.OptionletVolatilityStructure

blackVariance, blackVariance, blackVariance, blackVariance, getCPtr, volatility, volatility, volatility, volatility

Methods inherited from class org.quantlib.VolatilityTermStructure

getCPtr, maxStrike, minStrike

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

ConstantOptionletVolatility

protected ConstantOptionletVolatility(long cPtr,
                                      boolean cMemoryOwn)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type,
                                   double shift)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type,
                                   double shift)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type,
                                   double shift)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type,
                                   double shift)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter,
                                   VolatilityType type)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(ConstantOptionletVolatility obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class OptionletVolatilityStructure

finalize

protected void finalize()

Overrides:

finalize in class OptionletVolatilityStructure

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class OptionletVolatilityStructure